+232.7%
LITE vs VRSK
-8.8%
+241.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.4% | -8.3% | -7.4% |
| 7D | -31.4% | +4.2% | -35.7% | -27.9% |
| 30D | -42.6% | +21.2% | -63.8% | -29.4% |
| 3M | -26.2% | +2.9% | -29.1% | -20.6% |
| 6M | -35.8% | +11.3% | -47.1% | -23.5% |
| YTD | +70.0% | -10.8% | +80.9% | +51.6% |
| 1Y | +232.7% | -9.2% | +241.9% | +217.2% |
| All | +232.7% | -8.8% | +241.5% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling